People are a pain to research. They react not only to the stimulus you're studying but also to the experiment itself. Researchers today try to design experiments to control for such factors, but such was not always the case.
Take the Hawthorne Works in Cicero, Ill. In a series of experiments from 1924-1932, researchers studied the worker productivity effects associated with altering the Illinois factory's environment, including changing light levels, tidying up the place and moving workstations around. Just when they thought they were on to something, they noticed a problem: The observed increases in productivity flagged almost as soon as the researchers left the works, indicating that the workers' knowledge of the experiment, not the researchers' changes, had fueled the boost. Researchers still call this phenomenon the Hawthorne Effect.
A related concept, the John Henry effect, occurs when members of a control group try to beat the experimental group by kicking their efforts into overdrive. They need not know about the experiment; they need only see one group receive new tools or additional instruction. Like the steel-driving man of legend, they want to prove their capabilities and earn respect [sources: Saretsky; Vogt].